+595.5%
SCHD vs CSX
+852.9%
-257.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +8.3% | +8.7% | -0.4% | +4.8% |
| 3M | +5.9% | +4.2% | +1.7% | +4.1% |
| 6M | +15.3% | +16.7% | -1.4% | +8.2% |
| YTD | +34.5% | +44.5% | -9.9% | +16.0% |
| 1Y | +37.2% | +50.3% | -13.1% | +16.4% |
| 3Y | +73.6% | +76.3% | -2.7% | +36.7% |
| 5Y | +63.7% | +58.1% | +5.5% | +32.6% |
| 10Y | +258.1% | +416.4% | -158.3% | +93.5% |
| All | +595.5% | +852.9% | -257.4% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling